CME Australian Dollar Future September 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	0.6421	0.6429	0.0008	0.1%	0.6504
High	0.6464	0.6488	0.0024	0.4%	0.6529
Low	0.6409	0.6416	0.0007	0.1%	0.6371
Close	0.6429	0.6476	0.0048	0.7%	0.6412
Range	0.0055	0.0072	0.0017	31.2%	0.0158
ATR	0.0067	0.0067	0.0000	0.5%	0.0000
Volume	69,484	78,373	8,889	12.8%	415,272

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6674	0.6647	0.6515
R3	0.6603	0.6575	0.6496
R2	0.6531	0.6531	0.6489
R1	0.6504	0.6504	0.6483	0.6518
PP	0.6460	0.6460	0.6460	0.6467
S1	0.6432	0.6432	0.6469	0.6446
S2	0.6388	0.6388	0.6463
S3	0.6317	0.6361	0.6456
S4	0.6245	0.6289	0.6437

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6911	0.6819	0.6498
R3	0.6753	0.6661	0.6455
R2	0.6595	0.6595	0.6440
R1	0.6503	0.6503	0.6426	0.6470
PP	0.6437	0.6437	0.6437	0.6421
S1	0.6345	0.6345	0.6397	0.6312
S2	0.6279	0.6279	0.6383
S3	0.6121	0.6187	0.6368
S4	0.5963	0.6029	0.6325

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6488	0.6371	0.0117	1.8%	0.0059	0.9%	90%	True	False	74,798
10	0.6626	0.6371	0.0255	3.9%	0.0063	1.0%	41%	False	False	78,571
20	0.6833	0.6371	0.0462	7.1%	0.0073	1.1%	23%	False	False	83,022
40	0.6910	0.6371	0.0539	8.3%	0.0071	1.1%	19%	False	False	86,263
60	0.6915	0.6371	0.0544	8.4%	0.0071	1.1%	19%	False	False	75,773
80	0.6915	0.6371	0.0544	8.4%	0.0067	1.0%	19%	False	False	56,891
100	0.6915	0.6371	0.0544	8.4%	0.0064	1.0%	19%	False	False	45,525
120	0.6915	0.6371	0.0544	8.4%	0.0063	1.0%	19%	False	False	37,964

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.6791
2.618	0.6675
1.618	0.6603
1.000	0.6559
0.618	0.6532
HIGH	0.6488
0.618	0.6460
0.500	0.6452
0.382	0.6443
LOW	0.6416
0.618	0.6372
1.000	0.6345
1.618	0.6300
2.618	0.6229
4.250	0.6112

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	0.6468	0.6464
PP	0.6460	0.6452
S1	0.6452	0.6440

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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